What are the responsibilities and job description for the Senior Quantitative Developer position at Intercontinental Exchange Holdings, Inc.?
Overview
Job Purpose
We are looking for an experienced engineer with a strong mathematical background to participate in the development of financial mathematical libraries using in the evaluation and risk management of complex derivatives.
Responsibilities
- Participate in quantitative research and development in the areas of valuation of financial instruments and risk management of portfolios of such instruments (mathematical coding in C )
Knowledge and Experience
- Advanced degree in math/applied math or similar (BSc candidates may be considered).
- Significant experience in developing algorithmic production quality code in C .
- Degree/work experience as a financial quantitative analyst is a significant advantage.
#LI-HR1 #LI-ONSITE
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Intercontinental Exchange, Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to legally protected characteristics.